+175.2%
SO vs D
+42.6%
+132.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | 0.0% |
| 7D | -1.5% | +3.0% | -4.4% | -3.6% |
| 30D | +8.1% | +11.5% | -3.4% | -0.2% |
| 3M | +0.2% | +3.7% | -3.5% | -2.6% |
| 6M | +0.4% | +13.5% | -13.2% | -8.9% |
| YTD | +8.5% | +20.7% | -12.2% | -5.9% |
| 1Y | +4.9% | +18.2% | -13.3% | -7.8% |
| 3Y | +47.9% | +73.3% | -25.4% | -4.4% |
| 5Y | +75.7% | +12.3% | +63.4% | +57.5% |
| All | +175.2% | +42.6% | +132.6% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling